Conical Extremes of a Multivariate Sample

We introduce multivariate extremes in the direction of a given cone. Convergence results for the number of the kth extremes are obtained for sampling from a distribution having asymptotically independent radial and spherical components and regularly varying tail of the radial component.

Detalles Bibliográficos
Autor principal: Gnedin, Alexander V.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345292/
https://www.ncbi.nlm.nih.gov/pubmed/37405290
http://dx.doi.org/10.6028/jres.099.049
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author Gnedin, Alexander V.
author_facet Gnedin, Alexander V.
author_sort Gnedin, Alexander V.
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description We introduce multivariate extremes in the direction of a given cone. Convergence results for the number of the kth extremes are obtained for sampling from a distribution having asymptotically independent radial and spherical components and regularly varying tail of the radial component.
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spelling pubmed-83452922023-07-03 Conical Extremes of a Multivariate Sample Gnedin, Alexander V. J Res Natl Inst Stand Technol Article We introduce multivariate extremes in the direction of a given cone. Convergence results for the number of the kth extremes are obtained for sampling from a distribution having asymptotically independent radial and spherical components and regularly varying tail of the radial component. [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994 /pmc/articles/PMC8345292/ /pubmed/37405290 http://dx.doi.org/10.6028/jres.099.049 Text en https://creativecommons.org/publicdomain/zero/1.0/The Journal of Research of the National Institute of Standards and Technology is a publication of the U.S. Government. The papers are in the public domain and are not subject to copyright in the United States. Articles from J Res may contain photographs or illustrations copyrighted by other commercial organizations or individuals that may not be used without obtaining prior approval from the holder of the copyright.
spellingShingle Article
Gnedin, Alexander V.
Conical Extremes of a Multivariate Sample
title Conical Extremes of a Multivariate Sample
title_full Conical Extremes of a Multivariate Sample
title_fullStr Conical Extremes of a Multivariate Sample
title_full_unstemmed Conical Extremes of a Multivariate Sample
title_short Conical Extremes of a Multivariate Sample
title_sort conical extremes of a multivariate sample
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345292/
https://www.ncbi.nlm.nih.gov/pubmed/37405290
http://dx.doi.org/10.6028/jres.099.049
work_keys_str_mv AT gnedinalexanderv conicalextremesofamultivariatesample

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